Other packages > Find by keyword >

REFA  

Robust Exponential Factor Analysis
View on CRAN: Click here


Download and install REFA package within the R console
Install from CRAN:
install.packages("REFA")

Install from Github:
library("remotes")
install_github("cran/REFA")

Install by package version:
library("remotes")
install_version("REFA", "0.1.0")



Attach the package and use:
library("REFA")
Maintained by
Jiaqi Hu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-11-19
Latest Update: 2023-11-19
Description:
A robust alternative to the traditional principal component estimator is proposed within the framework of factor models, known as Robust Exponential Factor Analysis, specifically designed for the modeling of high-dimensional datasets with heavy-tailed distributions. The algorithm estimates the latent factors and the loading by minimizing the exponential squared loss function. To determine the appropriate number of factors, we propose a modified rank minimization technique, which has been shown to significantly enhance finite-sample performance.
How to cite:
Jiaqi Hu (2023). REFA: Robust Exponential Factor Analysis. R package version 0.1.0, https://cran.r-project.org/web/packages/REFA. Accessed 07 Nov. 2024.
Previous versions and publish date:
No previous versions
Other packages that cited REFA R package
View REFA citation profile
Other R packages that REFA depends, imports, suggests or enhances
Complete documentation for REFA
Functions, R codes and Examples using the REFA R package
Full REFA package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

robregcc  
Robust Regression with Compositional Covariates
We implement the algorithm estimating the parameters of the robust regression model with composition ...
Download / Learn more Package Citations See dependency  
bacondecomp  
Goodman-Bacon Decomposition
Decomposition for differences-in-differences with variation in treatment timing from Goodman-Bacon ...
Download / Learn more Package Citations See dependency  
con2aqi  
Calculate the AQI from Pollutant Concentration
To calculate the AQI (Air Quality Index) from pollutant concentration data. O3, PM2.5, PM10, CO, SO ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

23,092

R Packages

198,677

Dependencies

62,675

Author Associations

23,089

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA